kcg2015/Unscented_Kalman_Filter

Unscented Kalman filtering in Python and C++ for tracking and localization applications

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additive-process-noise augmentation augmented-sigma-points constant-turn-rate-velocity-model estimation filtering kalman-filtering mesurement-model non-additive-process-noise non-linear process-model process-noise sigma sigma-point-kalman-filter sigma-points sigma-points-augmentation tracking ukf unscented-kalman-filter unscented-transformation

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